Nonparametric predictive inference for system failure time based on bounds for the signature

Al-Nefaiee, A.H.; Coolen, F.P.A.

doi:10.1177/1748006x13485188

Nonparametric predictive inference for system failure time based on bounds for the signature

Al-Nefaiee, A.H.; Coolen, F.P.A.

Authors

A.H. Al-Nefaiee

Professor Frank Coolen frank.coolen@durham.ac.uk
Professor

Abstract

System signatures provide a powerful framework for reliability assessment for systems consisting of exchangeable components. The use of signatures in nonparametric predictive inference has been presented and leads to lower and upper survival functions for the system failure time, given failure times of tested components. However, deriving the system signature is computationally complex. This article presents how limited information about the signature can be used to derive bounds on such lower and upper survival functions and related inferences. If such bounds are sufficiently decisive they also indicate that more detailed computation of the system signature is not required.

Citation

Al-Nefaiee, A., & Coolen, F. (2013). Nonparametric predictive inference for system failure time based on bounds for the signature. Proceedings of the Institution of Mechanical Engineers, Part O: Journal of Risk and Reliability, 227(5), 513-522. https://doi.org/10.1177/1748006x13485188

Journal Article Type	Article
Publication Date	Oct 1, 2013
Deposit Date	Oct 1, 2013
Publicly Available Date	Mar 31, 2014
Journal	Proceedings of the Institution of Mechanical Engineers, Part O: Journal of Risk and Reliability
Print ISSN	1748-006X
Electronic ISSN	1748-0078
Publisher	SAGE Publications
Peer Reviewed	Peer Reviewed
Volume	227
Issue	5
Pages	513-522
DOI	https://doi.org/10.1177/1748006x13485188
Keywords	Bounds, Exchangeable components, Lower and upper survival functions, Nonparametric predictive inference, System signature.

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Copyright Statement
The final definitive version of this article has been published in the journal Proceedings of the Institution of Mechanical Engineers, Part O: Journal of Risk and Reliability, 227 (5) 2013 © Institution of Mechanical Engineers by SAGE Publications Ltd at the Proceedings of the Institution of Mechanical Engineers, Part O: Journal of Risk and Reliability page: http://pio.sagepub.com/content/227/5/513 on SAGE Journals Online: http://online.sagepub.com/